The mother of the 2-year-old boy and 6-year-old girl returned with another daughter to find the children stabbed in a bathtub

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A mourner places flowers at a memorial outside the apartment building of the two children allegedly stabbed by their nanny, Friday, Oct. 26, 2012, in New York. The 2-year-old son and 6-year-old daughter of a CNBC executive were found dead by their mother in a dry bathtub in the family's Upper West Side apartment Thursday night, allegedly stabbed to death with a kitchen knife by their nanny, who slit her own throat and collapsed near the children, police said. (AP Photo/John Minchillo)

An Upper West Side nanny stabbed a 2-year-old boy and 6-year-old girl to death inside their apartment Thursday afternoon before cutting her own throat, police said.

Police Commissioner Ray Kelly said the children's mother, Marina Krim, returned to her West 75th Street home after a swimming lesson with a third child, a 3-year-old girl.

The apartment was dark when Krim and her daughter entered, and Krim went to look for her two other children, said Kelly.

"She goes downstairs to the lobby, assuming the nanny may have gone out with the children," Kelly told reporters in a briefing Thursday night. "She asks the doorman if in fact they have gone out, and he says 'No.' She goes back up, the apartment is dark, and she goes into the bathroom."

That's where she discovered her two children, Lucia and Leo, stabbed in the bathtub, Kelly said.

The nanny was on the floor of the bathroom with self-inflicted stab wounds to her throat. A kitchen knife was nearby.

Neighbors said they heard the mother's screams from her apartment as she called 911. After police arrived, a neighbor said the mother remained in the building's lobby, screaming hysterically and clutching her surviving child.

"It was over an hour, the screaming continued, she never, ever stopped screaming'" said neighbor Rima Starr. "Nightmares are made of this. Just the most horrible thing you could imagine."

The 50-year-old nanny is in custody. She was hospitalized in critical condition.

Kelly said the nanny has been in the U.S. for 10 years and worked for the family for two years; she was referred by another family. Police are not aware of a history of mental illness.

Investigators are searching her Washington Heights apartment and belongings for clues to what happened. A law enforcement official tells NBC 4 New York that the nanny has a teenage son who attends private school in the Bronx and that relatives told detectives the nanny may have been under some financial pressure recently to make his tuition payments.

But the son told detectives that he's had no other issues with his mother, who he told them was "pretty strict," the official said.

The children's father, Kevin Krim, an executive at CNBC, was out of town and was met by police at the airport. Mark Hoffman, president of CNBC, said in a statement that "there are simply no words to convey the magnitude of this tragedy."

"What we can do is come together to express our unwavering support for a friend in need," Hoffman said.

The mother's blog, called Life with the Little Krim Kids, portrays a devoted mother who adores her children, and is charmed by their daily observations and latest tricks. It is filled with family pictures and the children happily posing together.

In a February entry, Krim writes about visiting their nanny's family in the Dominican Republic. She refers to the woman as Josie; it's not clear if it's the same nanny found wounded Thursday.

"We met Josie's amazing familia!!! And the Dominican Republic is a wonderful country!!" she wrote.

Neighbors left flowers at the front door of the building on Friday and parents said they were devastated to hear about the children's deaths.

"You rely on other people to help you," said Rachel Cedar, an Upper West Side mom. "You have to believe in the best in people and you have to believe they love your children just as much as you do. It's a betrayal. It's very, very scary."